how to do mail merge in 2003?

Mail merge in word works as follows. The basic process is:

1.Write the letter in word.
2.Create or identify the database and fields that contain the data you want to merge to the letter (Name, address, other particulars).
3. Start the mail merge wizard, and follow all the steps.
4. Output the merge to a new doument, and process as required.

I would suggest reading a bit on Mail Merge in MS Word if you have never used it before. Feel free to ask questions here as you go through the process.